Skip navigation
HKU Login
Guest Login
Home
Publications
Researchers
Staff
Research Postgraduates
Organizations
Grants
Datasets
Deposit Data
HKUL Research Data Management
Theses
Patents
Community Service
Browsing "Statistics & Actuarial Science: Journal/Magazine Articles" by Author so, mkp
Jump to:
0-9
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z
中
or enter first few letters:
Showing results 1 to 9 of 9
Title
Author(s)
Issue Date
Bayesian unit-root testing in stochastic volatility models
Journal:
Journal of Business and Economic Statistics
So, MKP
Li, WK
1999
Empirical analysis of GARCH models in value at risk estimation
Journal:
Journal of International Financial Markets, Institutions and Money
So, MKP
Yu, PLH
2006
An empirical study of volatility in seven Southeast Asian stock markets using ARV models
Journal:
Journal of Business Finance and Accounting
So, MKP
Lam, K
Li, WK
1997
Forecasting and trading strategies based on a price trend model
Journal:
Journal of Forecasting
Kwan, JWC
Lam, K
So, MKP
Yu, PLH
2000
Forecasting exchange rate volatility using autoregressive random variance model
Journal:
Applied Financial Economics
So, MKP
Lam, K
Li, WK
1999
The impact of futures and options tradings on the Hang Seng Index volatility
Journal:
International Journal of Finance
So, MKP
Yu, PLH
1999
Multivariate modelling of the autoregressive random variance process
Journal:
Journal of Time Series Analysis
So, MKP
Li, WK
Lam, K
1997
A stochastic volatility model with Markov switching
Journal:
Journal of Business and Economic Statistics
So, MKP
Lam, K
Li, WK
1998
A threshold stochastic volatility model
Journal:
Journal of Forecasting
So, MKP
Li, WK
Lam, K
2002